Beat the egg with the sugar and milk. Add the oil, hartshorn, baking soda and vanilla.
Knead a medium stiff dough. Pour it into a pastry bag with a rosette tip and spray out the cookies in a slightly buttered tray.
Bake in a preheated 338°F (170 °C) oven until ready.
Take them out, sprinkle with powdered sugar. They're perfect for guests!